+247.5%
QCOM vs TRU
+243.5%
+4.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.4% |
| 7D | +0.4% | +5.7% | -5.3% | -2.0% |
| 30D | -6.6% | +29.2% | -35.8% | -17.0% |
| 3M | +3.7% | +2.7% | +1.0% | +1.1% |
| 6M | -13.3% | +15.2% | -28.5% | -21.2% |
| YTD | -1.8% | -4.9% | +3.1% | -4.1% |
| 1Y | -2.5% | +3.4% | -5.9% | -8.6% |
| 3Y | +47.0% | +63.2% | -16.2% | +5.8% |
| 5Y | +13.1% | -26.6% | +39.7% | +15.3% |
| 10Y | +224.7% | +172.8% | +51.9% | +95.4% |
| All | +247.5% | +243.5% | +4.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling